Timeline for Differentiability of a simple value function driven by a diffusion
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 22, 2016 at 21:14 | vote | accept | avk255 | ||
| Aug 21, 2016 at 13:46 | answer | added | Nawaf Bou-Rabee | timeline score: 2 | |
| Jul 10, 2016 at 20:35 | comment | added | avk255 | Absolutely! Damn, how did I miss this!! Many thanks for pointing it out. | |
| Jul 10, 2016 at 20:33 | history | edited | avk255 | CC BY-SA 3.0 |
added 13 characters in body
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| Jul 10, 2016 at 10:34 | comment | added | Jean Duchon | I think you should add an expectation $\mathbb E^x$ in the definition of $v(x)$, and maybe $X_0=x$ in that of $X_t$. | |
| Jul 8, 2016 at 15:32 | history | asked | avk255 | CC BY-SA 3.0 |